+2,276.6%
VALE vs YUM
+1,933.8%
+342.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.5% |
| 7D | -0.2% | -5.2% | +5.0% | +2.9% |
| 30D | +9.7% | -0.1% | +9.8% | +9.5% |
| 3M | +5.3% | -4.3% | +9.5% | +7.2% |
| 6M | +0.5% | -8.7% | +9.3% | +4.7% |
| YTD | +20.6% | -3.5% | +24.1% | +21.2% |
| 1Y | +57.6% | +0.5% | +57.1% | +53.6% |
| 3Y | +50.6% | +20.5% | +30.0% | +29.6% |
| 5Y | +41.8% | +21.8% | +20.0% | +19.1% |
| 10Y | +515.1% | +176.5% | +338.6% | +204.3% |
| All | +2,276.6% | +1,933.8% | +342.8% | +392.2% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded YUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling